+23.9%
BMY vs TWLO
-34.2%
+58.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TWLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.8% | -1.1% |
| 7D | -6.4% | -3.9% | -2.5% | -6.3% |
| 30D | +0.2% | -9.7% | +9.9% | +0.4% |
| 3M | +16.0% | +11.6% | +4.3% | +15.5% |
| 6M | +8.3% | +84.7% | -76.4% | +6.2% |
| YTD | +22.2% | +62.5% | -40.3% | +20.1% |
| 1Y | +41.7% | +121.7% | -80.0% | +37.9% |
| 3Y | +20.7% | +253.0% | -232.3% | +15.3% |
| 5Y | +23.9% | -32.5% | +56.4% | +16.1% |
| All | +23.9% | -34.2% | +58.1% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TWLO.
Daily Out/Under-Performance
Portfolio return minus TWLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TWLO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded TWLO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling